Lorenz — Zamin

01Lorenz

Your book, run through thousands of physics-simulated hurricane seasons: how much of its worst years comes from storms that hit several bonds at once.

Lorenz is our physics-based world model. Lorenz v0 is where ILS fund managers holding US hurricane catastrophe bonds start.

A demo on eight illustrative bondsThe solid line is what the book loses in a year that rare; dashed is what it would lose if its bonds never failed together. The gap is the storms that hit several bonds at once.

02Which bonds lose together

One storm, several bonds.

Lorenz v0 finds the bonds in a book that lose in the same seasons, and the storms that set them off.

Blue Ridge BayMossbankLanternfishBrindlecayKestrelmoorThornwick BayCopperkettleGullwing Harbor

One simulated season over the book: eleven storms, three ashore. Storm 9 crosses Jamaica, then Florida, and five bonds pay. Filled, lost in full; outlined, paid in part.

Every pair of bonds in a book, darker where they lose in the same season, boxed where Lorenz finds a group.

03What your team gets

A second view of your book, in seconds.

A view of your risk from physics-simulated seasons, beside the vendor models you already run, so a model change is never your only view.

Ask Lorenz

In your own words.

Ask a question the way you would ask an analyst. Lorenz shows exactly what it will run, then answers with numbers that come only from the simulations.

“How exposed is my book to a bad Gulf season?”

Here’s what Lorenz will run

Book: Eight hurricane bonds
Seasons: Physics-simulated seasons
Return periods: 1-in-100 and 1-in-250
Landfall: Category 1 or stronger in AL, LA, MS or TX

Run this

In those seasons the book’s expected loss is , and two or more bonds attach in of them.

Bond	Share of years it pays	Expected loss	Lost in full
Blue Ridge Bay Notes 2026-1Parametric
Brindlecay Notes 2026-1 AggregateIndemnity
Copperkettle Notes 2026-1Industry index

Engine numbers underlined; the language model wrote none of them.

Screen a trade

Before you commit.

See what a new issue or a sale does to your book’s worst years, while the deal is still open.

The trade

1. remove Thornwick Bay Notes 2025-2 Take out

See the impact

	The book now	After the trade	Change
Expected loss a year
Average loss in years worse than 1-in-100
Times the book if its bonds were unrelated
Notional

Candidates · to remove

Removing Thornwick Bay Notes 2025-2 cuts the 1-in-100 average worst-year loss by and gives up a year of spread. Add to trade

Removing Brindlecay Notes 2026-1 Aggregate cuts it by and gives up a year of spread. Add to trade

Rest of the season

What is left, from today.

How much risk is still ahead in your book this season, and which bonds carry it.

Storm watch

Before landfall.

A hurricane on the way, run over your book: the official forecast, a thousand tracks around it, and which bonds are in their path. Past storms replay the same way, misses included.

Replay of NOAA NHC’s forecast for Melissa, 26 October 2025; the thousand tracks around it are built from NHC, GEFS and ECMWF (CC BY 4.0) tracks. The bond is illustrative.

04Built to be checked

Every number shows its working.

Shown before it runsLorenz sets out exactly what it will run, and every result keeps that record.
Replays real stormsRun the hurricanes that happened over your book, and see what each one would have done to it.
Yours to takeDownload the numbers behind every result and set them beside your own.

Where this comes from

Figure: The book’s expected loss in those seasons: each bond’s payout from the same simulated storms, summed per season, averaged over the seasons that match the condition.
Condition: A Category 1 or stronger landfall in AL, LA, MS or TX
Seasons
Track to loss
Bond terms: Each bond’s own attachment and exhaustion as the book states them: parametric grid or box, indemnity or industry index layer, per storm or annual aggregate.

Download · Copy as image · Add to deck

05Where Lorenz goes

One book, a growing model.

NowLorenz v0Your book run through physics-simulated hurricane seasons: what loses together, and what to do about it.
NextLorenz v1The physics-based world model, end to end: atmosphere, ocean and land as one system under your book.
ThenLorenz beyond hurricanesMore perils and more markets, for anyone putting capital against physical risk.

Get in touch to test Lorenz on your book.

1Book a callThirty minutes with us.
2Bring your bookIn whatever form you keep it. We load it together, on the call.
3Watch it runYour worst years, what loses together and what to do about it, live in front of you.

Book a call

Where does my book go?

Your book is used only to run your results, is never shared, and is deleted whenever you ask.

What does Lorenz v0 cover?

US hurricane risk to catastrophe bonds: industry-index and parametric bonds by their terms, and indemnity bonds through a proxy built from each deal’s own risk analysis.

What does it leave out?

Wind. Storm surge and inland flood are not yet modelled.

How long does it take?

A run over a book takes seconds.

Does it replace my vendor models?

No. It sits beside them: a second view of the same book from physics-simulated seasons, so you can see where they agree and where they do not.

How do I know the numbers are right?

Every result records exactly what it ran on, and hurricanes from the record can be replayed over your book, so you can judge the model on storms you remember.

What happens when Lorenz v1 arrives?

Your book moves onto it, with the same views you already use.